Anic Equity¶

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Total return since start: 0.733 %¶

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Equity now: -----------------------------> 52944.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34976.49 Kr¶

PnL: ---------------------------------------> -142.73 Kr¶

DD now: ---------------------------------> -0.332 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:46:16.728397'

Anic Portfolio¶

Today¶

Return: -0.23 %¶

This Week¶

Return: -0.23 %¶

Total¶

Return: 73.325 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Balco Group 39 0.210000 1881.750000 11.700000 0.630000 1870.050000
Humana 40 2.170000 678.400000 6.400000 0.950000 672.000000
Ambea 68 2.480000 2532.320000 1.360000 0.050000 2530.960000
BHG Group 49 -2.760000 638.470000 0.980000 0.150000 637.490000
SynAct Pharma 9 2.000000 643.500000 0.900000 0.140000 642.600000
Lundin Gold 7 0.870000 971.600000 0.000000 0.000000 971.600000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
NCC B 7 1.090000 651.700000 0.000000 0.000000 651.700000
Latour B 2 0.360000 447.400000 -1.000000 -0.220000 448.400000
Sampo Oyj SDB 1 0.000000 503.000000 -1.000000 -0.200000 504.000000
Indutrade 5 0.530000 1316.000000 -1.000000 -0.080000 1317.000000
Creades A 7 0.760000 606.900000 -1.750000 -0.290000 608.650000
Biotage 4 -0.470000 598.800000 -2.000000 -0.330000 600.800000
NCC A 6 0.200000 595.200000 -2.400000 -0.400000 597.600000
Addtech B 3 1.490000 695.400000 -3.000000 -0.430000 698.400000
BONESUPPORT HOLDING 10 1.000000 1218.000000 -3.000000 -0.250000 1221.000000
SCA A 4 -1.330000 595.200000 -3.200000 -0.530000 598.400000
Vitrolife 3 -1.060000 671.400000 -3.600000 -0.530000 675.000000
Xvivo Perfusion 3 -1.060000 838.500000 -4.500000 -0.530000 843.000000
Sdiptech B 3 1.190000 814.200000 -6.000000 -0.730000 820.200000
Embracer Group B 26 0.780000 652.600000 -7.020000 -1.060000 659.620000
Fortnox 10 -1.640000 657.800000 -7.800000 -1.170000 665.600000
New Wave B 20 1.350000 3898.000000 -8.000000 -0.200000 3906.000000
Volati 5 0.360000 564.000000 -9.000000 -1.570000 573.000000
Investor A 16 -0.590000 3526.400000 -9.600000 -0.270000 3536.000000
Lime Technologies 2 3.420000 574.000000 -18.000000 -3.040000 592.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 34976.490000 -142.730000 -0.33183% 35119.220000

Updated:¶

'2023-06-07 16:46:30.772996'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶